Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47436.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46041.18 Kr¶

PnL: ---------------------------------------> -847.39 Kr¶

DD now: ---------------------------------> -2.455 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:09:01.985725'

Anic Portfolio¶

Today¶

Return: -1.075 %¶

This Week¶

Return: -0.995 %¶

Total¶

Return: 55.294 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 0.000000 3094.000000 123.000000 4.140000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.820000 3435.200000 58.200000 1.720000 3377.000000
AcadeMedia 12 -2.330000 593.040000 36.040000 6.470000 557.000004
Corem Property Group B 59 -1.900000 610.650000 33.650000 5.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.920000 387.300000 32.300000 9.100000 355.000000
MedCap 2 -1.100000 451.000000 30.000000 7.130000 421.000000
Resurs Holding 22 -1.370000 601.040000 27.040000 4.710000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.270000 1675.200000 21.200000 1.280000 1653.999996
HMS Networks 2 -2.930000 690.000000 17.000000 2.530000 673.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.160000 581.760000 11.760000 2.060000 570.000000
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.330000 521.800000 -5.200000 -0.990000 527.000000
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Nordea Bank Abp 29 -0.250000 3445.780000 -8.220000 -0.240000 3453.999992
Essity B 2 -0.390000 558.400000 -15.600000 -2.720000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.010000 507.000000 -27.000000 -5.060000 533.999999
Essity A 4 -1.240000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -1.610000 549.000000 -45.570000 -7.660000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.220000 3590.600000 -165.400000 -4.400000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -2.360000 1413.900000 -250.100000 -15.030000 1663.999992
Ovzon 52 -3.270000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 46041.180000 -847.390000 -2.45475% 46888.564618

Updated:¶

'2023-01-25 12:09:14.875935'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶